60(R)

Octagon Ltd (OCT) 60(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Octagon Credit Investors

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
P-2-Y	ELL	10.000	57.90	JS	-	TTT-	-	-	53.00%	-	Dcjjh	Rxoap	415-425	-	-	7.33%	7.332%	894.00000
G	ELQ	2.200	9.83	Xnn	-	QV	-	-	-	-	Gjecfeqf	3zSUTW	90-95	-	100	XEDW+100	-	881.00000
X-2-T	ONP	13.000	9.30	OO	-	XXX	-	-	74.00%	-	Kfcbkioy	3oUGNE	-	-	158	KZJH+158	-	627.00000
Huo	BCF	85.570	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A-1-B	LOS	238.000	7.10	Bll	-	XXX	-	-	66.00%	-	Uhkbsqlg	3jEEIP	-	-	136	SAYK+136	-	313.00000
I-U	XSL	70.000	6.66	ZO	-	II	-	-	66.00%	-	Gsrkzrjg	3eSGYF	170-175	-	173	ENSB+173	-	708.00000
B-U	OEH	41.000	4.70	GX	-	G	-	-	44.00%	-	Ybwkcccs	3kQACC	190-200	-	195	GTFT+195	-	769.00000
A-1-B	VRB	31.000	2.46	DJ	-	BBB-	-	-	40.00%	-	Mauxqoai	3qNAMJ	300-310	-	310	WJHP+310	-	112.00000
A-S	TLX	42.000	43.38	ZX	-	GG-	-	-	4.00%	-	Ervummff	3fDOVC	640-660	-	700	ELTR+700	-	802.00000

Tranche Comments

G: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144O/Jud I; A-1-B: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Q/Oog H; Comments: Vzy-ignuya; X-2-T: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144C/Kzi L; I-U: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Z/Plt Q; B-U: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144X/Fhc P; A-1-B: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Y/Quw N; P-2-Y: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144E/Zim E; A-S: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144X/Afe W; Huo: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144I/Okh R;

Deal Comments

Ketem. Ttt Mbff Tezitxh 2.00

Pricing Speed

20% NUU

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 22, 2010